Strategy Settings
dStopL
0.85
dProfitL
0.9
dStopS
1
dProfitS
1
iRSIPeriodL
5
iRSIPeriodS
8
iMAPeriodL
46
iLowRSI
35
iMAPeriodS
56
iHighRSI
76
bReverse
true
| +38.79% |
| 0.05% | |
| 1.4% | |
| Drawdown: | 3.56% |
| Balance: | $13,878.43 |
| Highest: | (Dec 05) $14,047.76 |
| Profit: | $3,878.51 |
| Deposits: | $10,000.00 |
| Test Started: | Jan 02, 2013 |
| Test Ended: | Dec 11, 2014 |
| Timeframe: | 15 Minutes |
| Model Type: | Every Tick |
| Added: | Dec 14, 2014 at 22:00 |
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| Trades: | 162 |
| Profitability: | |
| Pips: | 4,002.0 |
| Average Win: | 90.50 pips / $88.84 |
| Average Loss: | -84.23 pips / -$83.52 |
| Lots: | 16.20 |
| Commissions: | 0 |
| Longs Won: | (96/157) 61% |
| Shorts Won: | (5/5) 100% |
| Best Trade ($): | (Jan 04) 102.24 |
| Worst Trade ($): | (Jan 16) -96.54 |
| Best Trade (Pips): | (Jun 06) 100.0 |
| Worst Trade (Pips): | (Jan 16) -85.0 |
| Avg. Trade Length: | 3d |
| Profit Factor: | 1.76 |
| Standard Deviation: | $84.09 |
| Sharpe Ratio | 0.21 |
| Z-Score (Probability): | 2.59 (99.04%) |
| Expectancy | 24.7 Pips / $23.94 |
| AHPR: | 0.21% |
| GHPR: | 0.20% |
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| Loss Size | 100% | 90% | 80% | 70% | 60% | 50% | 40% | 30% | 20% | 10% |
| Probability of Loss | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% |
| Consecutive Losing Trades | 166 | 150 | 133 | 116 | 100 | 83 | 66 | 50 | 33 | 17 |
Hover over the desired column for a detailed explanation.
Data includes last 200 transactions based on the analysed history.
Trading Activity (162)
| Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 12.11.2014 20:45 | 12.11.2014 23:59 | USDJPY | Buy | 0.10 | 118.4 | 120.1 | 119.22 | 118.84 | -38.0 | -31.98 | 3h 14m | -0.23% |
| 12.11.2014 08:45 | 12.11.2014 15:01 | USDJPY | Buy | 0.10 | 117.2 | 118.9 | 118.03 | 118.93 | 90.0 | 75.67 | 6h 16m | 0.55% |
| 12.09.2014 23:45 | 12.10.2014 16:04 | USDJPY | Buy | 0.10 | 118.7 | 120.4 | 119.51 | 118.66 | -85.0 | -71.62 | 16h 19m | -0.52% |
| 12.09.2014 03:31 | 12.09.2014 07:20 | USDJPY | Buy | 0.10 | 119.9 | 121.6 | 120.71 | 119.86 | -85.0 | -70.92 | 3h 49m | -0.51% |
| 12.05.2014 21:15 | 12.08.2014 19:29 | USDJPY | Buy | 0.10 | 120.6 | 122.3 | 121.43 | 120.58 | -85.0 | -70.48 | 2d | -0.50% |
| 12.04.2014 02:45 | 12.05.2014 15:30 | USDJPY | Buy | 0.10 | 119.0 | 120.7 | 119.8 | 120.7 | 90.0 | 74.58 | 1d | 0.53% |
| 11.28.2014 20:45 | 12.03.2014 16:29 | USDJPY | Buy | 0.10 | 117.8 | 119.5 | 118.64 | 119.54 | 90.0 | 75.32 | 4d | 0.54% |
| 11.24.2014 02:00 | 11.28.2014 18:08 | USDJPY | Buy | 0.10 | 117.0 | 118.7 | 117.81 | 118.71 | 90.0 | 75.89 | 4d | 0.55% |
| 11.20.2014 09:15 | 11.21.2014 02:44 | USDJPY | Buy | 0.10 | 117.6 | 119.4 | 118.45 | 117.6 | -85.0 | -72.27 | 17h 29m | -0.52% |
| 11.19.2014 14:45 | 11.20.2014 05:14 | USDJPY | Buy | 0.10 | 116.7 | 118.4 | 117.53 | 118.43 | 90.0 | 76.02 | 14h 29m | 0.55% |
| 11.17.2014 17:30 | 11.19.2014 04:08 | USDJPY | Buy | 0.10 | 115.5 | 117.2 | 116.35 | 117.25 | 90.0 | 76.78 | 1d | 0.56% |
| 11.14.2014 16:16 | 11.17.2014 03:32 | USDJPY | Buy | 0.10 | 115.6 | 117.3 | 116.43 | 115.58 | -85.0 | -73.53 | 2d | -0.53% |
| 11.12.2014 23:00 | 11.14.2014 12:08 | USDJPY | Buy | 0.10 | 114.6 | 116.4 | 115.5 | 116.4 | 90.0 | 77.37 | 1d | 0.56% |
| 11.11.2014 14:15 | 11.12.2014 14:31 | USDJPY | Buy | 0.10 | 115.0 | 116.7 | 115.82 | 114.97 | -85.0 | -73.92 | 1d | -0.54% |
| 11.10.2014 22:30 | 11.11.2014 08:40 | USDJPY | Buy | 0.10 | 114.0 | 115.7 | 114.8 | 115.7 | 90.0 | 77.80 | 10h 10m | 0.57% |
| 11.07.2014 02:00 | 11.07.2014 19:47 | USDJPY | Buy | 0.10 | 114.3 | 116.1 | 115.16 | 114.31 | -85.0 | -74.36 | 17h 47m | -0.54% |
| 11.05.2014 16:30 | 11.06.2014 04:43 | USDJPY | Buy | 0.10 | 113.7 | 115.5 | 114.58 | 115.48 | 90.0 | 77.97 | 12h 13m | 0.57% |
| 11.03.2014 20:00 | 11.05.2014 13:07 | USDJPY | Buy | 0.10 | 113.0 | 114.7 | 113.83 | 114.73 | 90.0 | 78.47 | 1d | 0.57% |
| 11.03.2014 07:30 | 11.03.2014 12:43 | USDJPY | Buy | 0.10 | 111.8 | 113.6 | 112.65 | 113.55 | 90.0 | 79.26 | 5h 13m | 0.58% |
| 10.31.2014 17:45 | 11.03.2014 00:00 | USDJPY | Buy | 0.10 | 111.2 | 112.9 | 112.01 | 112.91 | 90.0 | 79.69 | 2d | 0.59% |
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